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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
24.43%
16.25%
-GlobalYearLast 10
-2.26%
16.25%
5
+GlobalYearTop 5
26.57%
15.71%
-IndustryYearLast 5
-7.16%
15.71%
A
+IndustryYearTop 5
26.37%
14.59%
-IndustryYearLast 5
12.59%
14.59%

Treynor Ratio

Also known as reward-to-volatility ratio is a measure of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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